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~institution:"Economics Institute for Research (SIR), Handelshögskolan i Stockholm"
~institution:"European Real Estate Society - ERES"
~institution:"HAL"
~person:"Ahmed, Shamsuddin"
~person:"Guegan, Dominique"
~person:"Pesqueux, Yvon"
~subject:"Value-at-Risk"
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Value-at-Risk
Connaissance organisationnelle
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Ahmed, Shamsuddin
Guegan, Dominique
Pesqueux, Yvon
Hassani, Bertrand
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
European Real Estate Society - ERES
HAL
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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A mathematical resurgence of risk
management
: an extreme modeling of expert opinions
Guegan, Dominique
;
Hassani, Bertrand
-
HAL
-
2011
importance to consider an a priori
knowledge
of the experts associated to a a posteriori backtesting based on collected incidents. …
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